Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
Percent.price.extention.to.re.enter and PPOthreshold

BEST PARAMETERS
Percent.price.extention.to.re.enter = 50
PPOthreshold = -0.6
Profit account= 77 (per day adjusted to desire% DD )
Activity = 3.7 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for Percent.price.extention.to.re.enter = 50 and PPOthreshold = -0.6

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
265 18628.01 836.77 3291.99 3 205 162 -11.0 50 -0.6 USDCHF 10.97330 91.130289 27339.087 16975.759 20.287247 0.2449897 No
325 72368.02 874.51 20660.07 4 560 440 -68.9 50 -0.6 XAUUSD 68.86690 14.520764 4356.229 10508.389 12.016317 0.6403586 No
205 44292.80 874.80 15759.29 4 430 349 -52.5 50 -0.6 NZDUSD 52.53097 19.036391 5710.917 8431.750 9.638489 0.4915409 No
25 48805.76 874.72 20252.11 4 426 339 -67.5 50 -0.6 AUDUSD 67.50703 14.813271 4443.981 7229.730 8.265193 0.4870130 No
295 53337.38 871.83 32319.77 5 261 193 -107.7 50 -0.6 USDJPY 107.73257 9.282244 2784.673 4950.906 5.678751 0.2993703 No
145 45624.24 866.77 34953.52 5 325 245 -116.5 50 -0.6 GBPJPY 116.51173 8.582827 2574.848 3915.849 4.517749 0.3749553 No
85 31055.99 863.50 25973.96 4 268 199 -86.6 50 -0.6 EURJPY 86.57987 11.550029 3465.009 3586.976 4.153996 0.3103648 No
235 16765.54 861.66 14246.05 4 174 138 -47.5 50 -0.6 USDCAD 47.48683 21.058469 6317.541 3530.566 4.097400 0.2019358 No
55 9699.90 845.84 10319.17 3 109 89 -34.4 50 -0.6 EURGBP 34.39723 29.072106 8721.632 2819.965 3.333923 0.1288660 No
115 36446.55 858.12 41227.71 5 215 162 -137.4 50 -0.6 EURUSD 137.42570 7.276659 2182.998 2652.091 3.090583 0.2505477 No
175 39027.19 853.87 63507.53 5 260 211 -211.7 50 -0.6 GBPUSD 211.69177 4.723849 1417.155 1843.586 2.159094 0.3044960 No

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 1.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5